+122.8%
DAL vs TXT
+112.2%
+10.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +3.6% |
| 7D | +8.8% | -2.5% | +11.3% | +10.8% |
| 30D | +5.4% | +14.4% | -9.0% | -5.3% |
| 3M | -4.9% | -4.9% | 0.0% | -2.3% |
| 6M | +19.8% | -10.2% | +30.1% | +27.5% |
| YTD | +27.0% | -4.1% | +31.1% | +27.4% |
| 1Y | +52.5% | +4.0% | +48.5% | +44.0% |
| 3Y | +173.8% | +8.0% | +165.9% | +146.2% |
| 5Y | +104.5% | +8.4% | +96.1% | +81.0% |
| All | +122.8% | +112.2% | +10.7% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling